How do I get the Apple Watch to notify me when I have reached 10000 steps?

Apple chose to focus on different metrics than steps, ones they felt had more scientific validity. These include exercise, general activity and standing.

As fieryjack mentioned, there are apps that will do what you want. One I've played around with and like is called "StepsApp". It has the ability to notify you when you reach your step goal, whatever you decide that to be.

Apple watch isn't a pedometer,you can see your total steps here;

Or there might be something in the app store that does what you require.